ITC
Itc Ltd
Historical option data for ITC
09 Dec 2025 04:12 PM IST
| ITC 30-DEC-2025 395 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.77
Vega: 0.29
Theta: -0.17
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 401.05 | 10.05 | -0.35 | 12.08 | 391 | 39 | 198 | |||||||||
| 8 Dec | 402.30 | 10.3 | -2.4 | 10.21 | 132 | 4 | 161 | |||||||||
| 5 Dec | 404.95 | 12.5 | 0.7 | 7.58 | 122 | -3 | 158 | |||||||||
| 4 Dec | 403.05 | 11.7 | 1.55 | 9.28 | 146 | 14 | 162 | |||||||||
| 3 Dec | 400.50 | 10.35 | -0.5 | 11.36 | 324 | 61 | 150 | |||||||||
| 2 Dec | 400.95 | 10.9 | -2.4 | 10.15 | 132 | 22 | 90 | |||||||||
| 1 Dec | 404.25 | 13.65 | 0.55 | 12.44 | 435 | 30 | 70 | |||||||||
| 28 Nov | 404.25 | 13.1 | -0.6 | 7.83 | 21 | 1 | 39 | |||||||||
| 27 Nov | 404.30 | 13.6 | 0.9 | 5.45 | 26 | 1 | 38 | |||||||||
| 26 Nov | 402.30 | 12.75 | 0.85 | 11.15 | 39 | 21 | 37 | |||||||||
| 25 Nov | 400.80 | 11.65 | -11.3 | 12.23 | 29 | 14 | 14 | |||||||||
| 24 Nov | 403.55 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 407.85 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 405.45 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 403.55 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Nov | 405.85 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 407.10 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 408.15 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 405.70 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 407.00 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 406.85 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 405.55 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 404.05 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 407.50 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 408.90 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 413.95 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 420.35 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 418.75 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 421.60 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 416.80 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 415.95 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 412.85 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 413.05 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 412.15 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 405.15 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 399.90 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 396.80 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 399.25 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 395 expiring on 30DEC2025
Delta for 395 CE is 0.77
Historical price for 395 CE is as follows
On 9 Dec ITC was trading at 401.05. The strike last trading price was 10.05, which was -0.35 lower than the previous day. The implied volatity was 12.08, the open interest changed by 39 which increased total open position to 198
On 8 Dec ITC was trading at 402.30. The strike last trading price was 10.3, which was -2.4 lower than the previous day. The implied volatity was 10.21, the open interest changed by 4 which increased total open position to 161
On 5 Dec ITC was trading at 404.95. The strike last trading price was 12.5, which was 0.7 higher than the previous day. The implied volatity was 7.58, the open interest changed by -3 which decreased total open position to 158
On 4 Dec ITC was trading at 403.05. The strike last trading price was 11.7, which was 1.55 higher than the previous day. The implied volatity was 9.28, the open interest changed by 14 which increased total open position to 162
On 3 Dec ITC was trading at 400.50. The strike last trading price was 10.35, which was -0.5 lower than the previous day. The implied volatity was 11.36, the open interest changed by 61 which increased total open position to 150
On 2 Dec ITC was trading at 400.95. The strike last trading price was 10.9, which was -2.4 lower than the previous day. The implied volatity was 10.15, the open interest changed by 22 which increased total open position to 90
On 1 Dec ITC was trading at 404.25. The strike last trading price was 13.65, which was 0.55 higher than the previous day. The implied volatity was 12.44, the open interest changed by 30 which increased total open position to 70
On 28 Nov ITC was trading at 404.25. The strike last trading price was 13.1, which was -0.6 lower than the previous day. The implied volatity was 7.83, the open interest changed by 1 which increased total open position to 39
On 27 Nov ITC was trading at 404.30. The strike last trading price was 13.6, which was 0.9 higher than the previous day. The implied volatity was 5.45, the open interest changed by 1 which increased total open position to 38
On 26 Nov ITC was trading at 402.30. The strike last trading price was 12.75, which was 0.85 higher than the previous day. The implied volatity was 11.15, the open interest changed by 21 which increased total open position to 37
On 25 Nov ITC was trading at 400.80. The strike last trading price was 11.65, which was -11.3 lower than the previous day. The implied volatity was 12.23, the open interest changed by 14 which increased total open position to 14
On 24 Nov ITC was trading at 403.55. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov ITC was trading at 407.85. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov ITC was trading at 405.45. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov ITC was trading at 403.55. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov ITC was trading at 405.85. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov ITC was trading at 407.10. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov ITC was trading at 408.15. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ITC was trading at 405.70. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ITC was trading at 407.00. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ITC was trading at 406.85. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov ITC was trading at 405.55. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov ITC was trading at 404.05. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ITC was trading at 407.50. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov ITC was trading at 408.90. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov ITC was trading at 413.95. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ITC was trading at 420.35. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct ITC was trading at 418.75. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct ITC was trading at 421.60. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Oct ITC was trading at 416.80. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Oct ITC was trading at 415.95. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Oct ITC was trading at 412.85. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Oct ITC was trading at 413.05. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Oct ITC was trading at 412.15. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Oct ITC was trading at 405.15. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Oct ITC was trading at 399.90. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Oct ITC was trading at 396.80. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Oct ITC was trading at 399.25. The strike last trading price was 22.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ITC 30DEC2025 395 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 0.31
Theta: -0.08
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 401.05 | 2.15 | 0 | 14.13 | 926 | -33 | 956 |
| 8 Dec | 402.30 | 2.15 | 0.7 | 14.50 | 579 | -38 | 985 |
| 5 Dec | 404.95 | 1.45 | -0.6 | 13.38 | 1,091 | -41 | 1,012 |
| 4 Dec | 403.05 | 1.9 | -1.05 | 13.78 | 670 | 17 | 1,054 |
| 3 Dec | 400.50 | 2.8 | -0.25 | 14.36 | 1,108 | -27 | 1,035 |
| 2 Dec | 400.95 | 2.95 | 0.65 | 15.33 | 1,556 | -76 | 1,059 |
| 1 Dec | 404.25 | 2.25 | 0.4 | 14.83 | 4,184 | 408 | 1,135 |
| 28 Nov | 404.25 | 1.85 | 0.1 | 13.33 | 242 | 27 | 722 |
| 27 Nov | 404.30 | 1.6 | -0.65 | 12.85 | 409 | 59 | 686 |
| 26 Nov | 402.30 | 2.3 | -0.75 | 13.25 | 412 | 39 | 625 |
| 25 Nov | 400.80 | 3.15 | 0.85 | 13.85 | 708 | 125 | 586 |
| 24 Nov | 403.55 | 2.2 | 0.6 | 13.61 | 265 | 93 | 462 |
| 21 Nov | 407.85 | 1.6 | -0.7 | 13.70 | 198 | 50 | 370 |
| 20 Nov | 405.45 | 2.25 | -0.5 | 14.17 | 154 | 36 | 318 |
| 19 Nov | 403.55 | 2.7 | 0.05 | 14.13 | 164 | 39 | 282 |
| 18 Nov | 405.85 | 2.65 | 0.15 | 15.00 | 155 | 51 | 243 |
| 17 Nov | 407.10 | 2.45 | -0.25 | 15.33 | 138 | 66 | 191 |
| 14 Nov | 408.15 | 2.5 | -0.2 | 15.48 | 97 | 21 | 125 |
| 13 Nov | 405.70 | 2.7 | 0.2 | 14.99 | 19 | 8 | 103 |
| 12 Nov | 407.00 | 2.5 | -0.05 | 14.86 | 51 | 15 | 100 |
| 11 Nov | 406.85 | 2.55 | -0.6 | 14.78 | 7 | 2 | 84 |
| 10 Nov | 405.55 | 3.15 | -0.35 | 15.47 | 18 | 8 | 82 |
| 7 Nov | 404.05 | 3.55 | 0.8 | 15.24 | 47 | 27 | 73 |
| 6 Nov | 407.50 | 2.75 | -0.05 | 15.39 | 14 | 7 | 45 |
| 4 Nov | 408.90 | 2.75 | 0.7 | 15.35 | 23 | 9 | 36 |
| 3 Nov | 413.95 | 2.05 | 0.65 | 15.73 | 17 | 12 | 25 |
| 31 Oct | 420.35 | 1.4 | -9 | - | 13 | 2 | 2 |
| 30 Oct | 418.75 | 10.4 | 0 | 5.48 | 0 | 0 | 0 |
| 29 Oct | 421.60 | 10.4 | 0 | 5.90 | 0 | 0 | 0 |
| 24 Oct | 416.80 | 10.4 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 415.95 | 10.4 | 0 | 4.92 | 0 | 0 | 0 |
| 21 Oct | 412.85 | 10.4 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 413.05 | 10.4 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 412.15 | 10.4 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 405.15 | 10.4 | 0 | 3.15 | 0 | 0 | 0 |
| 15 Oct | 399.90 | 10.4 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 396.80 | 10.4 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 399.25 | 10.4 | 0 | - | 0 | 0 | 0 |
For Itc Ltd - strike price 395 expiring on 30DEC2025
Delta for 395 PE is -0.26
Historical price for 395 PE is as follows
On 9 Dec ITC was trading at 401.05. The strike last trading price was 2.15, which was 0 lower than the previous day. The implied volatity was 14.13, the open interest changed by -33 which decreased total open position to 956
On 8 Dec ITC was trading at 402.30. The strike last trading price was 2.15, which was 0.7 higher than the previous day. The implied volatity was 14.50, the open interest changed by -38 which decreased total open position to 985
On 5 Dec ITC was trading at 404.95. The strike last trading price was 1.45, which was -0.6 lower than the previous day. The implied volatity was 13.38, the open interest changed by -41 which decreased total open position to 1012
On 4 Dec ITC was trading at 403.05. The strike last trading price was 1.9, which was -1.05 lower than the previous day. The implied volatity was 13.78, the open interest changed by 17 which increased total open position to 1054
On 3 Dec ITC was trading at 400.50. The strike last trading price was 2.8, which was -0.25 lower than the previous day. The implied volatity was 14.36, the open interest changed by -27 which decreased total open position to 1035
On 2 Dec ITC was trading at 400.95. The strike last trading price was 2.95, which was 0.65 higher than the previous day. The implied volatity was 15.33, the open interest changed by -76 which decreased total open position to 1059
On 1 Dec ITC was trading at 404.25. The strike last trading price was 2.25, which was 0.4 higher than the previous day. The implied volatity was 14.83, the open interest changed by 408 which increased total open position to 1135
On 28 Nov ITC was trading at 404.25. The strike last trading price was 1.85, which was 0.1 higher than the previous day. The implied volatity was 13.33, the open interest changed by 27 which increased total open position to 722
On 27 Nov ITC was trading at 404.30. The strike last trading price was 1.6, which was -0.65 lower than the previous day. The implied volatity was 12.85, the open interest changed by 59 which increased total open position to 686
On 26 Nov ITC was trading at 402.30. The strike last trading price was 2.3, which was -0.75 lower than the previous day. The implied volatity was 13.25, the open interest changed by 39 which increased total open position to 625
On 25 Nov ITC was trading at 400.80. The strike last trading price was 3.15, which was 0.85 higher than the previous day. The implied volatity was 13.85, the open interest changed by 125 which increased total open position to 586
On 24 Nov ITC was trading at 403.55. The strike last trading price was 2.2, which was 0.6 higher than the previous day. The implied volatity was 13.61, the open interest changed by 93 which increased total open position to 462
On 21 Nov ITC was trading at 407.85. The strike last trading price was 1.6, which was -0.7 lower than the previous day. The implied volatity was 13.70, the open interest changed by 50 which increased total open position to 370
On 20 Nov ITC was trading at 405.45. The strike last trading price was 2.25, which was -0.5 lower than the previous day. The implied volatity was 14.17, the open interest changed by 36 which increased total open position to 318
On 19 Nov ITC was trading at 403.55. The strike last trading price was 2.7, which was 0.05 higher than the previous day. The implied volatity was 14.13, the open interest changed by 39 which increased total open position to 282
On 18 Nov ITC was trading at 405.85. The strike last trading price was 2.65, which was 0.15 higher than the previous day. The implied volatity was 15.00, the open interest changed by 51 which increased total open position to 243
On 17 Nov ITC was trading at 407.10. The strike last trading price was 2.45, which was -0.25 lower than the previous day. The implied volatity was 15.33, the open interest changed by 66 which increased total open position to 191
On 14 Nov ITC was trading at 408.15. The strike last trading price was 2.5, which was -0.2 lower than the previous day. The implied volatity was 15.48, the open interest changed by 21 which increased total open position to 125
On 13 Nov ITC was trading at 405.70. The strike last trading price was 2.7, which was 0.2 higher than the previous day. The implied volatity was 14.99, the open interest changed by 8 which increased total open position to 103
On 12 Nov ITC was trading at 407.00. The strike last trading price was 2.5, which was -0.05 lower than the previous day. The implied volatity was 14.86, the open interest changed by 15 which increased total open position to 100
On 11 Nov ITC was trading at 406.85. The strike last trading price was 2.55, which was -0.6 lower than the previous day. The implied volatity was 14.78, the open interest changed by 2 which increased total open position to 84
On 10 Nov ITC was trading at 405.55. The strike last trading price was 3.15, which was -0.35 lower than the previous day. The implied volatity was 15.47, the open interest changed by 8 which increased total open position to 82
On 7 Nov ITC was trading at 404.05. The strike last trading price was 3.55, which was 0.8 higher than the previous day. The implied volatity was 15.24, the open interest changed by 27 which increased total open position to 73
On 6 Nov ITC was trading at 407.50. The strike last trading price was 2.75, which was -0.05 lower than the previous day. The implied volatity was 15.39, the open interest changed by 7 which increased total open position to 45
On 4 Nov ITC was trading at 408.90. The strike last trading price was 2.75, which was 0.7 higher than the previous day. The implied volatity was 15.35, the open interest changed by 9 which increased total open position to 36
On 3 Nov ITC was trading at 413.95. The strike last trading price was 2.05, which was 0.65 higher than the previous day. The implied volatity was 15.73, the open interest changed by 12 which increased total open position to 25
On 31 Oct ITC was trading at 420.35. The strike last trading price was 1.4, which was -9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 30 Oct ITC was trading at 418.75. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was 5.48, the open interest changed by 0 which decreased total open position to 0
On 29 Oct ITC was trading at 421.60. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was 5.90, the open interest changed by 0 which decreased total open position to 0
On 24 Oct ITC was trading at 416.80. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Oct ITC was trading at 415.95. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was 4.92, the open interest changed by 0 which decreased total open position to 0
On 21 Oct ITC was trading at 412.85. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Oct ITC was trading at 413.05. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Oct ITC was trading at 412.15. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Oct ITC was trading at 405.15. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
On 15 Oct ITC was trading at 399.90. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Oct ITC was trading at 396.80. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Oct ITC was trading at 399.25. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































